ECBOT 30 Year Treasury Bond Future March 2008
| Trading Metrics calculated at close of trading on 07-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2008 |
07-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
117-24 |
118-16 |
0-24 |
0.6% |
119-31 |
| High |
118-12 |
119-22 |
1-09 |
1.1% |
120-01 |
| Low |
117-16 |
117-18 |
0-02 |
0.0% |
117-12 |
| Close |
117-30 |
118-14 |
0-15 |
0.4% |
118-14 |
| Range |
0-28 |
2-04 |
1-08 |
141.1% |
2-21 |
| ATR |
1-16 |
1-17 |
0-01 |
3.0% |
0-00 |
| Volume |
55,695 |
25,854 |
-29,841 |
-53.6% |
628,244 |
|
| Daily Pivots for day following 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-28 |
123-24 |
119-19 |
|
| R3 |
122-25 |
121-21 |
119-00 |
|
| R2 |
120-21 |
120-21 |
118-26 |
|
| R1 |
119-17 |
119-17 |
118-20 |
119-02 |
| PP |
118-18 |
118-18 |
118-18 |
118-10 |
| S1 |
117-14 |
117-14 |
118-07 |
116-30 |
| S2 |
116-14 |
116-14 |
118-01 |
|
| S3 |
114-11 |
115-10 |
117-27 |
|
| S4 |
112-07 |
113-07 |
117-08 |
|
|
| Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
125-05 |
119-28 |
|
| R3 |
123-30 |
122-16 |
119-05 |
|
| R2 |
121-08 |
121-08 |
118-29 |
|
| R1 |
119-27 |
119-27 |
118-21 |
119-07 |
| PP |
118-20 |
118-20 |
118-20 |
118-10 |
| S1 |
117-06 |
117-06 |
118-06 |
116-18 |
| S2 |
115-30 |
115-30 |
117-30 |
|
| S3 |
113-10 |
114-17 |
117-22 |
|
| S4 |
110-20 |
111-28 |
116-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-01 |
117-12 |
2-21 |
2.2% |
1-16 |
1.3% |
39% |
False |
False |
125,648 |
| 10 |
120-01 |
115-14 |
4-19 |
3.9% |
1-15 |
1.3% |
65% |
False |
False |
366,429 |
| 20 |
120-01 |
115-07 |
4-26 |
4.1% |
1-13 |
1.2% |
67% |
False |
False |
420,031 |
| 40 |
122-28 |
115-07 |
7-21 |
6.5% |
1-17 |
1.3% |
42% |
False |
False |
442,418 |
| 60 |
122-28 |
113-13 |
9-15 |
8.0% |
1-15 |
1.2% |
53% |
False |
False |
376,017 |
| 80 |
122-28 |
113-07 |
9-21 |
8.2% |
1-13 |
1.2% |
54% |
False |
False |
325,540 |
| 100 |
122-28 |
110-05 |
12-23 |
10.7% |
1-09 |
1.1% |
65% |
False |
False |
260,568 |
| 120 |
122-28 |
109-24 |
13-04 |
11.1% |
1-05 |
1.0% |
66% |
False |
False |
217,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-20 |
|
2.618 |
125-06 |
|
1.618 |
123-03 |
|
1.000 |
121-25 |
|
0.618 |
120-31 |
|
HIGH |
119-22 |
|
0.618 |
118-28 |
|
0.500 |
118-20 |
|
0.382 |
118-12 |
|
LOW |
117-18 |
|
0.618 |
116-08 |
|
1.000 |
115-14 |
|
1.618 |
114-05 |
|
2.618 |
112-01 |
|
4.250 |
108-19 |
|
|
| Fisher Pivots for day following 07-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-20 |
118-17 |
| PP |
118-18 |
118-16 |
| S1 |
118-16 |
118-15 |
|